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JP Morgan Call 60 BK 17.01.2025/  DE000JS7P3W1  /

EUWAX
2024-07-26  11:34:57 AM Chg.+0.080 Bid5:36:40 PM Ask5:36:40 PM Underlying Strike price Expiration date Option type
0.750EUR +11.94% 0.750
Bid Size: 100,000		 0.760
Ask Size: 100,000		 Bank of New York Mel... 60.00 - 2025-01-17 Call
 

Master data

WKN: JS7P3W
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bank of New York Mellon Corporation
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.86
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.16
Parity: -0.03
Time value: 0.76
Break-even: 67.60
Moneyness: 1.00
Premium: 0.13
Premium p.a.: 0.29
Spread abs.: 0.04
Spread %: 5.56%
Delta: 0.58
Theta: -0.02
Omega: 4.53
Rho: 0.13
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.670
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+78.57%
3 Months  
+97.37%
YTD  
+177.78%
1 Year  
+341.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.590
1M High / 1M Low: 0.750 0.370
6M High / 6M Low: 0.750 0.240
High (YTD): 2024-07-16 0.750
Low (YTD): 2024-04-17 0.240
52W High: 2024-07-16 0.750
52W Low: 2023-10-12 0.100
Avg. price 1W:   0.618
Avg. volume 1W:   0.000
Avg. price 1M:   0.518
Avg. volume 1M:   0.000
Avg. price 6M:   0.388
Avg. volume 6M:   0.000
Avg. price 1Y:   0.286
Avg. volume 1Y:   0.000
Volatility 1M:   163.37%
Volatility 6M:   132.22%
Volatility 1Y:   121.61%
Volatility 3Y:   -